The Extended Kalman Filter (EKF) has become a standard
technique used in a number of nonlinear estimation and machine
learning applications. These include estimating the
state of a nonlinear dynamic system, estimating parameters
for nonlinear system identification (e.g., learning the
weights of a neural network), and dual estimation (e.g., the
Expectation Maximization (EM) algorithm) where both states
and parameters are estimated simultaneously.
This paper points out the flaws in using the...
%0 Generic
%1 citeulike:1452800
%A Wan, E.
%A van der Merwe, R.
%D 2000
%K kalman-filter statistics time-series
%T The Unscented Kalman Filter for Nonlinear Estimation
%U http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.34.7495
%X The Extended Kalman Filter (EKF) has become a standard
technique used in a number of nonlinear estimation and machine
learning applications. These include estimating the
state of a nonlinear dynamic system, estimating parameters
for nonlinear system identification (e.g., learning the
weights of a neural network), and dual estimation (e.g., the
Expectation Maximization (EM) algorithm) where both states
and parameters are estimated simultaneously.
This paper points out the flaws in using the...
@misc{citeulike:1452800,
abstract = {{The Extended Kalman Filter (EKF) has become a standard
technique used in a number of nonlinear estimation and machine
learning applications. These include estimating the
state of a nonlinear dynamic system, estimating parameters
for nonlinear system identification (e.g., learning the
weights of a neural network), and dual estimation (e.g., the
Expectation Maximization (EM) algorithm) where both states
and parameters are estimated simultaneously.
This paper points out the flaws in using the...}},
added-at = {2019-06-18T20:47:03.000+0200},
author = {Wan, E. and van der Merwe, R.},
biburl = {https://www.bibsonomy.org/bibtex/2d0f56dc7aaa6c94606a4f41a649d1f78/alexv},
citeulike-article-id = {1452800},
citeulike-linkout-0 = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.34.7495},
interhash = {31ec41520b5443e7d2d147b9afb93501},
intrahash = {d0f56dc7aaa6c94606a4f41a649d1f78},
keywords = {kalman-filter statistics time-series},
posted-at = {2007-07-12 18:34:15},
priority = {0},
timestamp = {2019-08-24T00:19:49.000+0200},
title = {{The Unscented Kalman Filter for Nonlinear Estimation}},
url = {http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.34.7495},
year = 2000
}